Soc. Generale Knock-Out SREN
/ DE000SW2HNM0
Soc. Generale Knock-Out SREN/ DE000SW2HNM0 /
| 12/07/2024 10:23:39 |
Chg.-0.10 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
-2.21% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
67.7758 CHF |
31/12/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW2HNM |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
67.7758 CHF |
| Maturity: |
Endless |
| Issue date: |
21/08/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
2.51 |
| Knock-out: |
67.7758 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
43.0854 |
| Distance to knock-out %: |
38.25% |
| Distance to strike price: |
43.0854 |
| Distance to strike price %: |
38.25% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
-4.73% |
| 3 Months |
|
|
+21.04% |
| YTD |
|
|
+61.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.53 |
4.24 |
| 1M High / 1M Low: |
4.86 |
4.10 |
| 6M High / 6M Low: |
4.87 |
2.91 |
| High (YTD): |
03/06/2024 |
4.87 |
| Low (YTD): |
03/01/2024 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.32% |
| Volatility 6M: |
|
52.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
